+185.4%
ARM vs EWJ
+56.0%
+129.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -0.5% |
| 7D | -10.4% | -2.4% | -8.0% | -6.0% |
| 30D | -31.8% | -7.6% | -24.2% | -20.9% |
| 3M | -32.2% | -5.9% | -26.3% | -23.2% |
| 6M | -14.9% | -1.5% | -13.4% | -7.9% |
| YTD | +66.0% | +12.6% | +53.5% | +45.8% |
| 1Y | +17.2% | +12.7% | +4.5% | +2.6% |
| 3Y | +247.2% | +63.1% | +184.1% | +87.7% |
| All | +185.4% | +56.0% | +129.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling